Northfield Bancorp Inc (NFBK)
11.90
+0.28
(+2.45%)
USD |
NASDAQ |
Nov 05, 16:00
11.90
0.00 (0.00%)
After-Hours: 18:21
Northfield Bancorp Max Drawdown (5Y): 54.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.30% |
| September 30, 2024 | 54.30% |
| August 31, 2024 | 54.30% |
| July 31, 2024 | 54.30% |
| June 30, 2024 | 54.30% |
| May 31, 2024 | 52.76% |
| April 30, 2024 | 52.76% |
| March 31, 2024 | 52.76% |
| February 29, 2024 | 52.76% |
| January 31, 2024 | 52.76% |
| December 31, 2023 | 52.76% |
| November 30, 2023 | 52.76% |
| October 31, 2023 | 52.76% |
| September 30, 2023 | 52.76% |
| August 31, 2023 | 52.76% |
| July 31, 2023 | 52.76% |
| June 30, 2023 | 52.76% |
| May 31, 2023 | 52.76% |
| April 30, 2023 | 52.76% |
| March 31, 2023 | 52.76% |
| February 28, 2023 | 52.76% |
| January 31, 2023 | 52.76% |
| December 31, 2022 | 52.76% |
| November 30, 2022 | 52.76% |
| October 31, 2022 | 52.76% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.76% |
| August 31, 2022 | 52.76% |
| July 31, 2022 | 52.76% |
| June 30, 2022 | 52.76% |
| May 31, 2022 | 52.76% |
| April 30, 2022 | 52.76% |
| March 31, 2022 | 52.76% |
| February 28, 2022 | 52.76% |
| January 31, 2022 | 52.76% |
| December 31, 2021 | 52.76% |
| November 30, 2021 | 52.76% |
| October 31, 2021 | 52.76% |
| September 30, 2021 | 52.76% |
| August 31, 2021 | 52.76% |
| July 31, 2021 | 52.76% |
| June 30, 2021 | 52.76% |
| May 31, 2021 | 52.76% |
| April 30, 2021 | 52.76% |
| March 31, 2021 | 52.76% |
| February 28, 2021 | 52.76% |
| January 31, 2021 | 52.76% |
| December 31, 2020 | 52.76% |
| November 30, 2020 | 52.76% |
| October 31, 2020 | 52.76% |
| September 30, 2020 | 52.76% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
34.70%
Minimum
Nov 2019
54.30%
Maximum
Jun 2024
51.22%
Average
52.76%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Independent Bank Corp | 52.59% |
| Citizens Financial Services Inc | 54.99% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.36 |
| Beta (5Y) | 0.7459 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.91% |
| Historical Sharpe Ratio (5Y) | -0.1552 |
| Historical Sortino (5Y) | -0.2668 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.75% |